Annual Report - SEI

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Canadian Fixed Income Fund Statements of Net Assets AS AT DECEMBER 31 (in thousands of dollars except per unit data) 2009 2008 ASSETS Investments at fair value $ 1,677,917 $ 1,688,704 Cash including foreign currency holdings, at fair value 44,713 38,933 Accrued interest receivable 12,869 14,193 Receivable for portfolio securities sold 4,599 473 Margin receivable on futures 1,324 3,990 Receivable for unit subscriptions 1,431 3,046 1,742,853 1,749,339 LIABILITIES Accrued liabilities 300 1,178 Payable for portfolio securities purchased 987 — Payable for unit redemptions 1,830 3,963 Unrealized depreciation on futures contracts 821 2,077 3,938 7,218 NET ASSETS REPRESENTING UNITHOLDERS’ EQUITY $ 1,738,915 $ 1,742,121 NET ASSETS PER CLASS (Class O) $ 1,673,387 $ 1,681,086 (Class I) $ 234 $ 6,078 (Class P) $ 57,264 $ 46,256 (Class F) $ 8,030 $ 8,701 NET ASSETS PER UNIT (note 7) (Class O) $ 11.40 $ 10.96 (Class I) $ 11.60 $ 10.93 (Class P) $ 11.56 $ 11.16 (Class F) $ 11.54 $ 11.10 INVESTMENTS AT AVERAGE COST $ 1,673,994 $ 1,757,280 Statements of Operations FOR THE YEARS ENDED DECEMBER 31 (in thousands of dollars except per unit data) 2009 2008 INVESTMENT INCOME Interest $ 79,492 $ 94,292 EXPENSES Custodian and administration fees 1,038 2,357 Legal fees 48 101 Audit fees 43 96 Management fees 931 940 Trustee fees 11 28 Independent Review Committee fees 1 2 Security holder reporting costs 34 97 2,106 3,621 NET INVESTMENT INCOME (LOSS) FOR THE PERIOD $ 77,386 $ 90,671 NET GAIN (LOSS) ON SALES OF SECURITIES $ (10,688) $ 9,394 NET REALIZED GAIN (LOSS) ON FUTURES AND FORWARDS $ (134) $ 2,450 NET GAIN (LOSS) ON FOREIGN EXCHANGE $ (201) $ 223 TRANSACTION COSTS $ (14) $ (20) UNREALIZED APPRECIATION (DEPRECIATION) OF INVESTMENTS $ 72,529 $ (63,221) UNREALIZED APPRECIATION (DEPRECIATION) ON FUTURES AND FORWARD CONTRACTS $ 1,257 $ (2,046) NET GAIN (LOSS) ON INVESTMENTS $ 62,749 $ (53,220) NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ 140,135 $ 37,451 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (Class O) $ 135,775 $ 37,086 (Class I) $ 295 $ 112 (Class P) $ 3,479 $ 133 (Class F) $ 586 $ 120 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS PER UNIT* (Class O) $ 0.94 $ 0.22 (Class I) $ 0.93 $ 0.20 (Class P) $ 0.77 $ 0.03 (Class F) $ 0.86 $ 0.16 * Based on the weighted average number of units outstanding during the period. (See accompanying notes) SCFI 80
Canadian Fixed Income Fund Statements of Changes in Net Assets FOR THE YEARS ENDED DECEMBER 31 (in thousands of dollars except per unit data) Fund Total Class O 2009 2008 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 1,742,121 $ 2,020,705 $ 1,681,086 $ 1,957,666 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS 140,135 37,451 135,775 37,086 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income ≠ (77,773) (93,596) (75,611) (91,402) (77,773) (93,596) (75,611) (91,402) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 351,365 422,479 320,339 383,113 Payments on redemption of units (492,637) (736,547) (461,767) (694,828) Reinvestment of distributions ≠ 75,704 91,629 73,565 89,451 (65,568) (222,439) (67,863) (222,264) CHANGES IN NET ASSETS (3,206) (278,584) (7,699) (276,580) NET ASSETS, END OF PERIOD $ 1,738,915 $ 1,742,121 $ 1,673,387 $ 1,681,086 Class I Class P 2009 2008 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 6,078 $ 6,761 $ 46,256 $ 48,480 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS 295 112 3,479 133 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income ≠ (134) (280) (1,720) (1,551) (134) (280) (1,720) (1,551) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 549 970 27,484 34,089 Payments on redemption of units (6,684) (1,765) (19,949) (36,442) Reinvestment of distributions ≠ 130 280 1,714 1,547 (6,005) (515) 9,249 (806) CHANGES IN NET ASSETS (5,844) (683) 11,008 (2,224) NET ASSETS, END OF PERIOD $ 234 $ 6,078 $ 57,264 $ 46,256 Class F 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 8,701 $ 7,798 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS 586 120 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income (308) (363) (308) (363) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 2,993 4,307 Payments on redemption of units (4,237) (3,512) Reinvestment of distributions 295 351 (949) 1,146 CHANGES IN NET ASSETS (671) 903 NET ASSETS, END OF PERIOD $ 8,030 $ 8,701 ≠ Includes management fee distributions representing a rebate of the management fee to certain unitholders in Class I in 2009 and 2008. SCFI (See accompanying notes) 81
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Annual Report for the period ended
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March 9, 2010 Auditors’ Report Pr
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Canadian Equity Fund Statement of I
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Canadian Equity Fund Summary of Inv
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Canadian Equity Fund Statements of
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Canadian Small Company Equity Fund
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U.S. Large Company Equity Fund Stat
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Page 30 and 31: U.S. Large Company Equity Fund Stat
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Page 44 and 45: EAFE Equity Fund Statement of Inves
Page 56 and 57: EAFE Equity Fund Notes to Statement
Page 58 and 59: EAFE Equity Fund Statements of Net
Page 60 and 61: Emerging Markets Equity Fund Statem
Page 66 and 67: Emerging Markets Equity Fund Summar
Page 70 and 71: Canadian Fixed Income Fund Statemen
Page 78 and 79: Canadian Fixed Income Fund Interest
Page 82 and 83: Long Duration Bond Fund Statement o
Page 84 and 85: Long Duration Bond Fund Statements
Page 86 and 87: Real Return Bond Fund Statement of
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Page 90 and 91: Short Term Bond Fund Statement of I
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Page 96 and 97: U.S. High Yield Bond Fund Statement
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Page 108 and 109: Money Market Fund Statements of Net
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Page 116 and 117: U.S. Large Cap Synthetic Fund SCHED
Page 118 and 119: U.S. Large Cap Synthetic Fund State
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Income 100 Fund Statement of Invest
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Income 100 Fund Statements of Net A
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Income 20/80 Fund Statement of Inve
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Income 20/80 Fund Statements of Net
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Income 20/80 Fund Statements of Cha
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Income 30/70 Fund Notes to Statemen
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Conservative Monthly Income Fund No
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Conservative Monthly Income Fund St
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Income 40/60 Fund Notes to Statemen
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Balanced 50/50 Fund Statement of In
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Balanced 50/50 Fund Statements of N
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Balanced 60/40 Fund Statement of In
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Balanced 60/40 Fund Statements of N
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Balanced 60/40 Fund Statements of C
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Balanced Monthly Income Fund Notes
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Balanced Monthly Income Fund Statem
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Growth 70/30 Fund Notes to Statemen
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Growth 70/30 Fund Statements of Cha
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Growth 80/20 Fund Notes to Statemen
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Growth 80/20 Fund Statements of Cha
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Growth 100 Fund Statement of Invest
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Growth 100 Fund Statements of Net A
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Growth 100 Fund Statements of Chang
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Global Growth 100 Fund Notes to Sta
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Global Growth 100 Fund Statements o
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Notes to Financial Statements FOR T
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Annual Report - SEI

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